For Taking Vengeance, your goal is to find Tirnoch and Gadflow in Bhaile, then murder their asses. First off, you have to fight through a bunch of Tuatha in Alabastra.

It's essentially a narrow set of valleys that leads to the Winter Court in Bhaile with some side missions will let you trigger NPC allies to fight with you. For the most part, you steam-roller forward and crush everything underfoot.

Once you arrive in Amaura, speak to Agarth and he will rush ahead without Alyn Shir (you can choose to complete other missions before following Agarth into the House of Vengeance).

If you do commit to the mission and head inside, defeat the "Cur of Vengeance" to gain access to Bhaile. Once you have slain the Cur, fight deeper into Bhaile to find the fast-travel location, Court of Winter.

From there, you locate Gadlfow and kill his ass to end the mission ... and what a shock -- Alyn Shir leads you deeper into a place called Amethyn to start the final mission, Reckoning.